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GDP Labs
October 25, 2017


GDP Labs

October 25, 2017

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  1. Towards True End-to-End Learning and Optimization Deep Learning AutoML deep

    learning “end-to-end” expert chooses architecture & hyperparameters learning box meta-level learning and optimization GDP Labs Confidential
  2. Learning Box can be Any Machine Learning Pipeline • data

    preprocessing • feature engineering • model selection • hyperparameter tuning • ensembles GDP Labs Confidential
  3. [Bardenet et al., ICML 2013; Swersky et al., NIPS 2013;

    Feurer, Springenberg, Hutter, AAAI 2015 ] [Domhan, Springenberg, Hutter, IJCAI 2015] [Klein, Bartels, Falkner, Hennig, Hutter, AISTATS 2017] Beyond Black Box Bayesian Optimization [Thornton, Hutter, Hoos, Leyton-Brown, KDD 2013] GDP Labs Confidential
  4. Speeding Up Automatic Hyperparameter Optimization of Deep Neural Networks by

    Extrapolation of Learning Curves [Domhan, Springenberg, Hutter, IJCAI 2015] GDP Labs Confidential
  5. Typical Learning Curves for Iterative Training with SGD Markov Chain

    Monte Carlo to quantify model uncertainty GDP Labs Confidential
  6. Predictive Termination if P < 5%, terminate if P >

    5%, continue training GDP Labs Confidential
  7. Quantitative Analysis 2 fold speed up of Deep Neural Network

    structure & hyperparameter optimization GDP Labs Confidential
  8. Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets

    [Klein, Bartels, Falkner, Hennig, Hutter, AISTATS 2017] GDP Labs Confidential
  9. problem: training is very slow for large datasets approach: scaling

    up from subsets of the data e.g. Support Vector Machine computational cost grows quadratically in dataset size s error shrinks smoothly with dataset size s GDP Labs Confidential
  10. • automatically choose dataset size for each evaluation • entropy

    search based on a probability distribution of where the maximum lies • pick configuration and dataset size pair to maximally decrease entropy per time spent GDP Labs Confidential
  11. • 10 - 500 fold speed up for optimizing SVMs

    • 5 - 10 fold speed up for optimizing Convolutional Neural Networks Quantitative Analysis GDP Labs Confidential
  12. f(λ, D) ✓ f(λ, t) ✓ f(λ, s) ✓ f(λ,

    D, t, s)? • a lot of data points • expensive black box evaluations • cheap incremental evaluations • Gaussian Process Model will not scale Stochastic Gradient Hamiltonian Monte Carlo GDP Labs Confidential
  13. Empirical Evaluation Scalable Bayesian Optimization Using Deep Neural Networks (DNGO)

    [Snoek et al., ICML 2015] DNN with Bayesian Linear Regression in last layer both algorithms are effective SGHMC is more robust as good as Bayesian optimization with Gaussian Processes but much more flexible e.g. reasoning over many related datasets GDP Labs Confidential
  14. Conclusion • Bayesian optimization enables true end-to-end learning • large

    speed ups by going beyond black box optimization • learning across datasets • learning curve extrapolation • dataset subsampling GDP Labs Confidential
  15. References • Domhan et al. Speeding up automatic hyperparameter optimization

    of deep neural networks by extrapolation of learning curves. IJCAI 2015. • Klein et al. Fast Bayesian optimization of machine learning hyperparameters on large datasets. AISTATS 2017. • Springenberg. Bayesian optimization with robust Bayesian neural networks. NIPS 2016. • Snoek et al. Scalable Bayesian optimization using deep neural networks. ICML 2015. • Hutter. Towards true end-to-end learning and optimization. ECML 2017. • Hutter. Black box hyperparameter optimization and AutoML. AutoML 2017. • Hutter. Beyond black box optimization. AutoML 2017. • http://www.ml4aad.org/ • ecmlpkdd2017.automl.org/ • http://ecmlpkdd2017.ijs.si/ • https://www.extremetech.com/extreme/147940-google-self-driving-cars-in-3-5-years-feds-not-so-fast • http://www.techrepublic.com/article/apples-siri-the-smart-persons-guide/ • https://www.youtube.com/watch?v=g-dKXOlsf98 • http://aidev.co.kr/general/876?ckattempt=1 GDP Labs Confidential